Related papers: Sparse control for VCHE with abstract J
We consider the problem of identifying a sparse initial source condition to achieve a given state distribution of a diffusion-advection partial differential equation after a given final time. The initial condition is assumed to be a finite…
In this work, we use the integral definition of the fractional Laplace operator and study a sparse optimal control problem involving a fractional, semilinear, and elliptic partial differential equation as state equation; control constraints…
In this paper we study stochastic optimal control problems of general fully coupled forward-backward stochastic differential equations (FBSDEs). In Li and Wei [8] the authors studied two cases of diffusion coefficients $\sigma$ of FSDEs, in…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
This paper presents a controller design framework aiming to balance control performance and actuation rate. Control performance is evaluated by an infinite-horizon average cost, and the number of control actions is penalized via…
This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily convex. We focus on the connection between the general maximum…
This paper is a review of results on Optimisation which are perhaps not so standard in the PDE realm. To this end, we consider the problem of deriving the PDEs associated to the optimal control of a system of either ODEs or SDEs with…
In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…
In this work, we consider the controllability of a discrete-time linear dynamical system with sparse control inputs. Sparsity constraints on the input arises naturally in networked systems, where activating each input variable adds to the…
This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo…
In this paper we deal with distributed optimal control for nonlinear dynamical systems over graph, that is large-scale systems in which the dynamics of each subsystem depends on neighboring states only. Starting from a previous work in…
In this paper, we discuss the numerical approximation of a distributed optimal control problem governed by the von Karman equations, defined in polygonal domains with point-wise control constraints. Conforming finite elements are employed…
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…
In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…
This work deals with the position control of selected patterns in reaction-diffusion systems. Exemplarily, the Schl\"{o}gl and FitzHugh-Nagumo model are discussed using three different approaches. First, an analytical solution is proposed.…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
In this manuscript we consider optimal control problems of stochastic differential equations with delays in the state and in the control. First, we prove an equivalent Markovian reformulation on Hilbert spaces of the state equation. Then,…
In this paper, we study the optimal singular controls for stochastic recursive systems, in which the control has two components: the regular control, and the singular control. Under certain assumptions, we establish the dynamic programming…
Optimal control problems with oscillations (chattering controls) and concentrations (impulsive controls) can have integral performance criteria such that concentration of the control signal occurs at a discontinuity of the state signal.…
We study Cauchy problem of a class of viscous Camassa-Holm equations (or Lagrangian averaged Navier-Stokes equations) with fractional diffusion in both smooth bounded domains and in the whole space in two and three dimensions. Order of the…